Thilo Meyer-Brandis
استاد · Stochastic Differential Equations
Ludwig Maximilian University of MunichGermany
معرفی
Prof. Dr. Thilo Meyer-Brandis is a full-time professor at the Mathematical Institute of Ludwig Maximilian University of Munich (LMU), specializing in stochastic differential equations and financial mathematics. His research focuses on mean-field SDEs, systemic risk modeling, and applications of stochastic processes to finance and insurance.
- Stochastic Differential Equations
- Financial Mathematics
- Systemic Risk Modeling
- Insurance Mathematics
- Lévy Processes
- Market Microstructure
His recent publications analyze:
- 2025: Mean-field equations driven by G-Brownian motion and deep learning applications for asset bubble detection
- 2024: McKean-Vlasov SDE stability and systemic risk in financial networks
- 2023: Liquidity-driven bubble modeling via random matching
- 2022: Fire sale dynamics and contagion mechanisms
- 2021: Risk transfer equilibria and delayed market models
He leads the Financial and Insurance Mathematics workgroup and offers courses like Finanzmathematik III and Advanced Topics in Mathematical Finance.
Contact: Theresienstr. 39, Room B228, D-80333 Munich | Tel: +49 (0)89 2180-4489 | Email: Meyer-Brandis@math.lmu.de
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